+32.7%
DG vs SAN
+3.1%
+29.6%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -3.0% | +3.4% | -6.4% | -3.8% |
| 30D | +8.6% | -6.3% | +14.9% | +8.2% |
| 3M | +15.0% | -14.1% | +29.1% | +15.8% |
| 6M | +32.7% | +4.2% | +28.5% | +30.3% |
| All | +32.7% | +3.1% | +29.6% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling